| Multiple Linear Regression - Estimated Regression Equation |
| 3m-6m[t] = + 32498.0476680317 + 0.199116284504935`-1m`[t] + 0.0268146129898515`1m-3m`[t] + 0.428394930834743`6m-1j`[t] + 0.430633053122037`1j-2j`[t] -0.226697521855814`2j-3j`[t] + 1.2443482240102`3j-5j`[t] + 0.347389136899369`5j-10j`[t] -3.17922405388549`10j+`[t] -9159.78115458565M1[t] -13204.2965852239M2[t] -30939.3093363493M3[t] -30171.1289062497M4[t] -28150.5289071723M5[t] -25476.2251719392M6[t] -39203.7428121068M7[t] -36480.4915457175M8[t] -34931.5534137446M9[t] -17797.7696809109M10[t] -11624.6972524238M11[t] + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | 32498.0476680317 | 18547.081004 | 1.7522 | 0.084685 | 0.042343 |
| `-1m` | 0.199116284504935 | 0.096799 | 2.057 | 0.043899 | 0.02195 |
| `1m-3m` | 0.0268146129898515 | 0.085404 | 0.314 | 0.754594 | 0.377297 |
| `6m-1j` | 0.428394930834743 | 0.058407 | 7.3346 | 0 | 0 |
| `1j-2j` | 0.430633053122037 | 0.074234 | 5.801 | 0 | 0 |
| `2j-3j` | -0.226697521855814 | 0.073236 | -3.0954 | 0.002949 | 0.001474 |
| `3j-5j` | 1.2443482240102 | 0.23537 | 5.2868 | 2e-06 | 1e-06 |
| `5j-10j` | 0.347389136899369 | 0.215711 | 1.6104 | 0.112382 | 0.056191 |
| `10j+` | -3.17922405388549 | 0.660491 | -4.8134 | 1e-05 | 5e-06 |
| M1 | -9159.78115458565 | 1807.221306 | -5.0684 | 4e-06 | 2e-06 |
| M2 | -13204.2965852239 | 1209.39241 | -10.9181 | 0 | 0 |
| M3 | -30939.3093363493 | 1469.65485 | -21.0521 | 0 | 0 |
| M4 | -30171.1289062497 | 1720.856106 | -17.5326 | 0 | 0 |
| M5 | -28150.5289071723 | 1747.380285 | -16.1101 | 0 | 0 |
| M6 | -25476.2251719392 | 1874.184875 | -13.5932 | 0 | 0 |
| M7 | -39203.7428121068 | 3928.461193 | -9.9794 | 0 | 0 |
| M8 | -36480.4915457175 | 3104.081234 | -11.7524 | 0 | 0 |
| M9 | -34931.5534137446 | 3127.088768 | -11.1706 | 0 | 0 |
| M10 | -17797.7696809109 | 2035.76673 | -8.7425 | 0 | 0 |
| M11 | -11624.6972524238 | 1787.021905 | -6.5051 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.985976067115517 |
| R-squared | 0.972148804924583 |
| Adjusted R-squared | 0.963613761272438 |
| F-TEST (value) | 113.900859157337 |
| F-TEST (DF numerator) | 19 |
| F-TEST (DF denominator) | 62 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1916.88677630193 |
| Sum Squared Residuals | 227816204.615995 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 82368 | 81221.4593397916 | 1146.54066020842 |
| 2 | 77795 | 77270.9675135052 | 524.032486494852 |
| 3 | 62827 | 61891.5790027378 | 935.420997262191 |
| 4 | 67197 | 63227.8220954084 | 3969.17790459157 |
| 5 | 66848 | 65069.8595644005 | 1778.14043559954 |
| 6 | 66421 | 67448.8595273246 | -1027.8595273246 |
| 7 | 60643 | 64222.0259842818 | -3579.02598428177 |
| 8 | 59071 | 58730.7263083186 | 340.273691681425 |
| 9 | 58746 | 60530.4399812848 | -1784.43998128483 |
| 10 | 68515 | 65852.4645866518 | 2662.5354133482 |
| 11 | 68998 | 66862.1105310028 | 2135.88946899717 |
| 12 | 77614 | 78662.9998379133 | -1048.99983791326 |
| 13 | 73469 | 74396.9556279241 | -927.955627924105 |
| 14 | 67145 | 69368.771287931 | -2223.77128793096 |
| 15 | 51109 | 52012.4615355735 | -903.461535573485 |
| 16 | 51130 | 53269.7339220951 | -2139.73392209506 |
| 17 | 49544 | 51952.3402637549 | -2408.34026375487 |
| 18 | 50730 | 50222.8011135774 | 507.198886422644 |
| 19 | 49710 | 47954.2897184034 | 1755.71028159658 |
| 20 | 50059 | 51268.3559021415 | -1209.35590214146 |
| 21 | 49681 | 48346.5396036872 | 1334.46039631285 |
| 22 | 65773 | 63916.2008763053 | 1856.79912369472 |
| 23 | 66129 | 64555.1861363976 | 1573.81386360236 |
| 24 | 78039 | 77179.1829174994 | 859.817082500645 |
| 25 | 71278 | 73024.2009012237 | -1746.20090122369 |
| 26 | 65862 | 67124.4596726704 | -1262.45967267038 |
| 27 | 51540 | 50111.0460678686 | 1428.95393213143 |
| 28 | 51513 | 53292.9858339028 | -1779.98583390281 |
| 29 | 49740 | 49848.2196215016 | -108.219621501609 |
| 30 | 50980 | 53470.1255023997 | -2490.12550239969 |
| 31 | 51294 | 50249.0802887317 | 1044.91971126827 |
| 32 | 49719 | 48836.6174938092 | 882.382506190831 |
| 33 | 50673 | 48186.3489054491 | 2486.65109455088 |
| 34 | 59191 | 60354.5936671182 | -1163.59366711823 |
| 35 | 61807 | 64570.0335679256 | -2763.03356792557 |
| 36 | 77687 | 80740.671051561 | -3053.67105156098 |
| 37 | 77227 | 78558.4167203705 | -1331.41672037054 |
| 38 | 75594 | 75014.6485181486 | 579.351481851426 |
| 39 | 64158 | 62335.3159369425 | 1822.68406305753 |
| 40 | 64551 | 65217.4885370419 | -666.488537041903 |
| 41 | 65143 | 63985.4908784517 | 1157.50912154832 |
| 42 | 69958 | 68994.6138402869 | 963.386159713119 |
| 43 | 68154 | 64537.8961642769 | 3616.10383572307 |
| 44 | 64628 | 62089.3318778333 | 2538.66812216673 |
| 45 | 61690 | 62206.1931163004 | -516.193116300362 |
| 46 | 71412 | 70778.5375941554 | 633.462405844628 |
| 47 | 73606 | 73970.1946743112 | -364.194674311227 |
| 48 | 91586 | 90568.1387023888 | 1017.86129761122 |
| 49 | 85299 | 86212.9507665043 | -913.950766504315 |
| 50 | 81752 | 79766.4150390194 | 1985.58496098059 |
| 51 | 63479 | 64396.2167833079 | -917.21678330791 |
| 52 | 62470 | 63081.2067583267 | -611.206758326699 |
| 53 | 60452 | 61572.478250632 | -1120.47825063203 |
| 54 | 65593 | 64877.4275589551 | 715.572441044896 |
| 55 | 64223 | 65913.1242286992 | -1690.12422869917 |
| 56 | 61466 | 63418.9641237363 | -1952.96412373632 |
| 57 | 58471 | 60956.1758601742 | -2485.17586017416 |
| 58 | 67261 | 69699.5863127586 | -2438.58631275861 |
| 59 | 71826 | 71027.5101939673 | 798.489806032715 |
| 60 | 84695 | 84059.1893319186 | 635.810668081372 |
| 61 | 80558 | 79420.0761994904 | 1137.92380050959 |
| 62 | 73755 | 74113.731077646 | -358.731077645961 |
| 63 | 57786 | 58802.2646734808 | -1016.26467348083 |
| 64 | 59266 | 58445.874562953 | 820.125437047035 |
| 65 | 58815 | 57845.3830854839 | 969.616914516136 |
| 66 | 60945 | 58494.2374063535 | 2450.76259364647 |
| 67 | 58520 | 57876.1795142217 | 643.820485778332 |
| 68 | 59747 | 57290.3334402448 | 2456.66655975521 |
| 69 | 56401 | 55318.594237996 | 1082.40576200402 |
| 70 | 64773 | 65443.2924552088 | -670.292455208796 |
| 71 | 68026 | 69406.9648963954 | -1380.96489639545 |
| 72 | 84288 | 82698.818158719 | 1589.181841281 |
| 73 | 84174 | 81538.9404446954 | 2635.05955530465 |
| 74 | 78618 | 77862.0068910796 | 755.993108920429 |
| 75 | 61185 | 62535.1160000889 | -1350.11600008893 |
| 76 | 63612 | 63203.8882902721 | 408.111709727864 |
| 77 | 62673 | 62941.2283357755 | -268.22833577549 |
| 78 | 64549 | 65667.9350511028 | -1118.93505110283 |
| 79 | 61103 | 62894.4041013853 | -1791.40410138531 |
| 80 | 61047 | 64102.6708539164 | -3055.67085391642 |
| 81 | 61589 | 61706.7082951084 | -117.708295108394 |
| 82 | 71233 | 72113.3245078019 | -880.324507801906 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 23 | 0.0270339560543353 | 0.0540679121086705 | 0.972966043945665 |
| 24 | 0.477062025140031 | 0.954124050280062 | 0.522937974859969 |
| 25 | 0.699148556856517 | 0.601702886286966 | 0.300851443143483 |
| 26 | 0.59600269604045 | 0.807994607919101 | 0.40399730395955 |
| 27 | 0.515916181720197 | 0.968167636559606 | 0.484083818279803 |
| 28 | 0.506379018551711 | 0.987241962896577 | 0.493620981448289 |
| 29 | 0.412880231616338 | 0.825760463232675 | 0.587119768383662 |
| 30 | 0.43585444662496 | 0.87170889324992 | 0.56414555337504 |
| 31 | 0.384252150359876 | 0.768504300719753 | 0.615747849640124 |
| 32 | 0.320285556014395 | 0.64057111202879 | 0.679714443985605 |
| 33 | 0.33947481155863 | 0.67894962311726 | 0.66052518844137 |
| 34 | 0.776814151604454 | 0.446371696791093 | 0.223185848395546 |
| 35 | 0.819319830934712 | 0.361360338130576 | 0.180680169065288 |
| 36 | 0.879762239250355 | 0.24047552149929 | 0.120237760749645 |
| 37 | 0.925430948905574 | 0.149138102188853 | 0.0745690510944263 |
| 38 | 0.980405872306998 | 0.0391882553860035 | 0.0195941276930018 |
| 39 | 0.981351507561777 | 0.0372969848764452 | 0.0186484924382226 |
| 40 | 0.990181435182799 | 0.0196371296344012 | 0.0098185648172006 |
| 41 | 0.987506495610772 | 0.0249870087784564 | 0.0124935043892282 |
| 42 | 0.988355162094513 | 0.023289675810973 | 0.0116448379054865 |
| 43 | 0.987206106751676 | 0.0255877864966471 | 0.0127938932483235 |
| 44 | 0.988409428213173 | 0.0231811435736533 | 0.0115905717868267 |
| 45 | 0.983054258858564 | 0.0338914822828717 | 0.0169457411414358 |
| 46 | 0.971603206371801 | 0.0567935872563984 | 0.0283967936281992 |
| 47 | 0.951866094379344 | 0.0962678112413123 | 0.0481339056206562 |
| 48 | 0.985719076939188 | 0.0285618461216234 | 0.0142809230608117 |
| 49 | 0.976596504373183 | 0.0468069912536343 | 0.0234034956268172 |
| 50 | 0.996698929122682 | 0.00660214175463631 | 0.00330107087731816 |
| 51 | 0.997313528061541 | 0.00537294387691719 | 0.0026864719384586 |
| 52 | 0.993703112120762 | 0.0125937757584751 | 0.00629688787923757 |
| 53 | 0.989682245363883 | 0.0206355092722335 | 0.0103177546361167 |
| 54 | 0.97744267171454 | 0.0451146565709204 | 0.0225573282854602 |
| 55 | 0.969923754235511 | 0.0601524915289786 | 0.0300762457644893 |
| 56 | 0.962071887546143 | 0.0758562249077135 | 0.0379281124538567 |
| 57 | 0.995971187801901 | 0.00805762439619878 | 0.00402881219809939 |
| 58 | 0.989694580389977 | 0.0206108392200452 | 0.0103054196100226 |
| 59 | 0.964034310825351 | 0.0719313783492989 | 0.0359656891746494 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 3 | 0.0810810810810811 | NOK |
| 5% type I error level | 17 | 0.459459459459459 | NOK |
| 10% type I error level | 23 | 0.621621621621622 | NOK |
